In a mixing bowl, cream shortening and sugar.,Beat in egg and egg white.,Add buttermilk and bananas, mix well.,______,Add vanilla and nuts.,Pour into two greased and floured 9 inch round baking pans.,Bake at 350F (180C).,for 35 minutes or until cake tests done.,Cool in pans 10 minutes before removing to a wire rack.,For filling, melt butter and brown sugar in a saucepan over medium heat.,In a small bowl, combine flour and salt with a small amount of milk; stir until smooth.,Add the remaining milk gradually.,Add egg yolk and mix well; stir into saucepan.,Cook and stir over medium heat until very thick, about 10 minutes.,Add vanilla and nuts.,Cool.,Spread between cake layers.,Dust with confectioner's sugar.,Chill.,Store in the refrigerator.